FORTRESS FIGHT: NEM @ $90.93

BE SS: $114.54  |  CC-SS: $117.03  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 03:39

NEM @ $90.93   UNDERWATER $23.61 (20.6% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
NEM reports 2026-07-24 (Fri), in 7 days. The recommended CC (7d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. Wait for the print, or sell only an expiry that closes BEFORE 2026-07-24.

5 contracts (500 sh)  |  BE SS: $114.54  |  CC-SS: $117.03 (banked floor $116.28)  |  IV: HIGH  |  Accounts: Main:1299

LC: $87.50 exp 2028-01-21 (entry $45.141/sh)
SP: $105 exp 2028-01-21 (entry $18.953/sh)
HP: $75 exp 2026-09-18 (entry $1.477/sh)

Economics

Max Loss$28,520(ND $27.04 + SW $30) x 500
Normal income ref$3,964/mo95% ann ROI on ML
Hedge rolling cost$348/mo
Unrealized P&L$-13,922fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,982/mo
HEDGE COVER
$348/mo
NORMAL INCOME
$3,964/mo (ATM CC, chain)
IC VELOCITY
3.4 mo to earn back $13,520
ML VELOCITY
7.2 mo to earn back $28,520
Deep drawdown confirmed: a CC at CC-SS $117.03 (probe: $120C 14d) brings only $11/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$408
Hole (after banked)
$13,515
was $13,922 · 3% earned back
Cycles closed
1
Credit in flight
$331
CC-SS · banked floor (info)
$117.03 → $116.28
Open legAcctCredit/shIn flightOpened
5x $100C 17 Jul 2026U10001299$0.66$3312026-07-11
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 6 (live) · RSI 42 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 39 · %B 14 · hist falling (nightly)
LEVELS20W MA (bounce target) $106.38 (+17%) · daily UBB $101.60 · 1-wk expected move ±$6 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-24: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 5 contracts at $97 / 7d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($1,982/mo); it brings $2,229/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 5 × $94/7d for $3,964/mo, but breach risk rises to 30% (+14pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $105/7d (96% survival, $407/mo).
Downside anchor: the primary mortgages $9,493 (70% of IC) ONLY on a full V-bounce all the way to SS $115, recoverable in 2.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-13,962 and cuts bleed by $348/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 5 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 24 Jul 2026 (7d) · sell 5 × $97, 83% survival, $2,229/mo (E[net] $690/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 7d5 × $9783%$2,229$690

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $690/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $97 (primary), 83% survival, breach 17%, $2,229/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $99 rung (33% normal) lifts survival to 90% (breach 17% → 10%) for $750/mo less (34% income) buys safety you do not really need here.
NEM  spot $90.93 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $10524 Jul7d15.5%96%9%+2pp$95$407-$1,821$5,918
Sell 5 × $105 15.5% OTM over spot $90.93 24 Jul 2026 (7d, $0.24 mid)
= $95 credit for the 7d cycle → $407/mo projected
Survival (stays ≤ $105)
96%
Breach risk
4%
POP (stays ≤ $105.25)
96%
EV / mo
+$266
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
53% whole by 9mo vs 51% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-32/mo
median; plan ~$-21/mo after 68% keep · $-132 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.0-4.3], measured ONLY among the 53% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
2%
Flat exit net (mid-life)
-$1,602
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$111 @ 76% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.80/sh now → $3.39 mid-life (likely $2.06–$4.60)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$3.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 69 simulated challenges: the $105 strike is typically first touched on day 6 of 7, at $107 (overshoots $1.72). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10531 Jul 202610d left+$0.89/sh+$444
cycle +$539
[+$360…+$934] · 91% credit
67%
surv 52%
-$6,165 NOT
cap gain +$7,757
Max even-money escape in the band~$11114 Aug 202624d left+$0.24/sh+$118
cycle +$213
[-$45…+$713] · 74% credit
76%
surv 68%
-$3,378 NOT
cap gain +$10,545
SS $115 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$10731 Jul 202610d left+$0.15/sh+$76
cycle +$171
[-$83…+$539] · 70% credit
72%
surv 60%
-$5,472 NOT
cap gain +$8,451
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$407/mo
vs 50% target ($1,982/mo)-79%
vs normal income ($3,964/mo)10% covered
Net income (after hedge)$60/mo
Downside budget
⚠ $105 is $12 below CC-SS $117.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,918
… as % of IC ($13,520)43.8%
… as % of ML ($28,520)20.8%
Recovery months (at normal income)1.5 mo
Surgical close (5 ct)$-13,950
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $105.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $105)); NOT the premium you collected. Momentum override: two daily closes above $101.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-105.25
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $105.25
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (2.2σ)$95$-6,610+$7,313+$15
+2.5%$107.62 (2.7σ)$-1,217$-6,575+$7,347-$1,297
+5%$110.25 (3.1σ)$-2,530$-6,541+$7,381-$2,485
SS (= V-bounce)$114.54 (3.8σ)$-4,675$-6,486+$7,437-$2,485
V-BOUNCE STRESS (stock → CC-SS $117.03, where you are whole again, by expiry)
Starting unrealized P&L: $-13,922
+ Fortress recovery (un-capped): +$13,387
− CC assignment net of premium (5 × $105): -$5,918
Total Position P&L @ SS: $-6,453 (+$7,469 vs today)
Do-nothing baseline at SS: $-3,968 (this trade vs do-nothing: $-2,485, the opportunity cost of earning $407/mo FIGHT income now)
BB-reversion stress (→ $106.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$595, position total $-6,592 (+$7,331 vs today)
🛡 safe yield5 × $10124 Jul7d11.1%90%20%+3pp$230$986-$1,243$7,783
Sell 5 × $101 11.1% OTM over spot $90.93 24 Jul 2026 (7d, $0.60 mid)
= $230 credit for the 7d cycle → $986/mo projected
Survival (stays ≤ $101)
90%
Breach risk
10%
POP (stays ≤ $101.60)
91%
EV / mo
+$535
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
55% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$293/mo
median; plan ~$199/mo after 68% keep · $1,510 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.3-4.0], measured ONLY among the 55% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$1,340
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$108 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.44/sh now → $3.14 mid-life (likely $2.44–$4.34)≈ $0 at expiry  |  you banked $0.46/sh, so a flat mid-life exit nets -$2.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 267 simulated challenges: the $101 strike is typically first touched on day 5 of 7, at $102 (overshoots $1.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10131 Jul 202610d left+$0.83/sh+$415
cycle +$645
[+$280…+$775] · 94% credit
67%
surv 52%
-$8,112 NOT
cap gain +$5,811
Reliable up-and-out (highest cap still free ≥60%)~$10614 Aug 202624d left+$0.29/sh+$146
cycle +$376
[-$69…+$566] · 69% credit
75%
surv 67%
-$5,779 NOT
cap gain +$8,143
Up-and-out for even (raise the cap, free)~$10331 Jul 202610d left+$0.08/sh+$40
cycle +$270
[-$145…+$348] · 57% credit
72%
surv 60%
-$7,424 NOT
cap gain +$6,498
Max even-money escape in the band~$10714 Aug 202624d left+$0.06/sh+$30
cycle +$260
[-$207…+$441] · 56% credit
76%
surv 69%
-$5,383 NOT
cap gain +$8,540
SS $115 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10814 Aug 202624d left-$0.35/sh-$176
cycle +$54
[-$438…+$222] · 39% credit
77%
surv 71%
-$5,075 NOT
cap gain +$8,847
budget: banked $230 debit $176 (76% used ≈ 0.8 wk of income) → whole cycle still +$54 cash · rolled 5 ct earn ≈ $1,743/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$986/mo
vs 50% target ($1,982/mo)-50%
vs normal income ($3,964/mo)25% covered
Net income (after hedge)$638/mo
Downside budget
⚠ $101 is $16 below CC-SS $117.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,783
… as % of IC ($13,520)57.6%
… as % of ML ($28,520)27.3%
Recovery months (at normal income)2.0 mo
Surgical close (5 ct)$-13,992
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.46 collected) or spot ≥ $101.60 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $101)); NOT the premium you collected. Momentum override: two daily closes above $101.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $99.99Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$100-101.60
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $101.60
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$101.00 (1.6σ)$230$-8,527+$5,396+$150
+2.5%$103.52 (2.0σ)$-1,032$-8,494+$5,429-$1,112
+5%$106.05 (2.4σ)$-2,295$-8,461+$5,462-$2,375
SS (= V-bounce)$114.54 (3.8σ)$-6,540$-8,351+$5,572-$4,350
V-BOUNCE STRESS (stock → CC-SS $117.03, where you are whole again, by expiry)
Starting unrealized P&L: $-13,922
+ Fortress recovery (un-capped): +$13,387
− CC assignment net of premium (5 × $101): -$7,783
Total Position P&L @ SS: $-8,318 (+$5,604 vs today)
Do-nothing baseline at SS: $-3,968 (this trade vs do-nothing: $-4,350, the opportunity cost of earning $986/mo FIGHT income now)
BB-reversion stress (→ $106.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,460, position total $-8,457 (+$5,466 vs today)
33% normal5 × $9924 Jul7d8.9%90%21%+7pp$345$1,479-$750$8,668
Sell 5 × $99 8.9% OTM over spot $90.93 24 Jul 2026 (7d, $0.74 mid)
= $345 credit for the 7d cycle → $1,479/mo projected
Survival (stays ≤ $99)
90%
Breach risk
10%
POP (stays ≤ $99.74)
91%
EV / mo
+$1,082
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
53% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$594/mo
median; plan ~$404/mo after 68% keep · $3,813 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.4-4.8], measured ONLY among the 53% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
15%
Flat exit net (mid-life)
-$1,163
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$107 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.27/sh now → $3.02 mid-life (likely $2.58–$4.37)≈ $0 at expiry  |  you banked $0.69/sh, so a flat mid-life exit nets -$2.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 438 simulated challenges: the $99 strike is typically first touched on day 5 of 7, at $100 (overshoots $1.48). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9931 Jul 202610d left+$0.80/sh+$400
cycle +$745
[+$196…+$620] · 87% credit
67%
surv 52%
-$9,037 NOT
cap gain +$4,885
Reliable up-and-out (highest cap still free ≥60%)~$10314 Aug 202624d left+$0.60/sh+$300
cycle +$645
[+$24…+$575] · 76% credit
74%
surv 64%
-$7,049 NOT
cap gain +$6,873
Max even-money escape in the band~$10414 Aug 202624d left+$0.21/sh+$105
cycle +$450
[-$194…+$369] · 59% credit
75%
surv 67%
-$6,732 NOT
cap gain +$7,190
SS $115 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$10131 Jul 202610d left+$0.05/sh+$23
cycle +$368
[-$214…+$223] · 51% credit
72%
surv 60%
-$8,352 NOT
cap gain +$5,570
Safety roll (pay small debit, max POP)~$10714 Aug 202624d left-$0.67/sh-$334
cycle +$11
[-$691…-$83] · 19% credit
79%
surv 74%
-$5,632 NOT
cap gain +$8,291
budget: banked $345 debit $334 (97% used ≈ 1.0 wk of income) → whole cycle still +$11 cash · rolled 5 ct earn ≈ $1,468/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,479/mo
vs 50% target ($1,982/mo)-25%
vs normal income ($3,964/mo)37% covered
Net income (after hedge)$1,131/mo
Downside budget
⚠ $99 is $18 below CC-SS $117.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,668
… as % of IC ($13,520)64.1%
… as % of ML ($28,520)30.4%
Recovery months (at normal income)2.2 mo
Surgical close (5 ct)$-13,948
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.69 collected) or spot ≥ $99.74 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $99)); NOT the premium you collected. Momentum override: two daily closes above $101.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $98.01Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-99.74
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $99.74
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$99.00 (1.3σ)$345$-9,438+$4,485+$265
+2.5%$101.47 (1.7σ)$-892$-9,405+$4,517-$972
+5%$103.95 (2.1σ)$-2,130$-9,373+$4,549-$2,210
SS (= V-bounce)$114.54 (3.8σ)$-7,425$-9,236+$4,687-$5,235
V-BOUNCE STRESS (stock → CC-SS $117.03, where you are whole again, by expiry)
Starting unrealized P&L: $-13,922
+ Fortress recovery (un-capped): +$13,387
− CC assignment net of premium (5 × $99): -$8,668
Total Position P&L @ SS: $-9,203 (+$4,719 vs today)
Do-nothing baseline at SS: $-3,968 (this trade vs do-nothing: $-5,235, the opportunity cost of earning $1,479/mo FIGHT income now)
BB-reversion stress (→ $106.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,345, position total $-9,342 (+$4,581 vs today)
🎯 50% normal5 × $9724 Jul7d6.7%83%25%+17pp$520$2,229$9,493
Sell 5 × $97 6.7% OTM over spot $90.93 24 Jul 2026 (7d, $1.12 mid)
= $520 credit for the 7d cycle → $2,229/mo projected
Survival (stays ≤ $97)
83%
Breach risk
17%
POP (stays ≤ $98.12)
87%
EV / mo
+$1,413
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+17pp
60% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$875/mo
median; plan ~$595/mo after 68% keep · $5,258 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.6-4.8], measured ONLY among the 60% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
25%
Flat exit net (mid-life)
-$928
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$106 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.09/sh now → $2.90 mid-life (likely $2.78–$4.65)≈ $0 at expiry  |  you banked $1.04/sh, so a flat mid-life exit nets -$1.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 744 simulated challenges: the $97 strike is typically first touched on day 4 of 7, at $99 (overshoots $1.53). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9731 Jul 202610d left+$0.77/sh+$386
cycle +$906
[+$98…+$534] · 85% credit
67%
surv 52%
-$9,902 NOT
cap gain +$4,020
Reliable up-and-out (highest cap still free ≥60%)~$10114 Aug 202624d left+$0.51/sh+$256
cycle +$776
[-$137…+$431] · 60% credit
74%
surv 65%
-$7,945 NOT
cap gain +$5,978
Max even-money escape in the band~$10214 Aug 202624d left+$0.13/sh+$64
cycle +$584
[-$369…+$225] · 39% credit
75%
surv 68%
-$7,623 NOT
cap gain +$6,299
SS $115 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$9931 Jul 202610d left+$0.01/sh+$7
cycle +$527
[-$340…+$113] · 33% credit
72%
surv 61%
-$9,220 NOT
cap gain +$4,703
Safety roll (pay small debit, max POP)~$10614 Aug 202624d left-$0.97/sh-$487
cycle +$33
[-$1,038…-$380] · 8% credit
81%
surv 77%
-$6,122 NOT
cap gain +$7,800
budget: banked $520 debit $487 (94% used ≈ 0.9 wk of income) → whole cycle still +$33 cash · rolled 5 ct earn ≈ $1,202/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,229/mo
vs 50% target ($1,982/mo)+12%
vs normal income ($3,964/mo)56% covered
Net income (after hedge)$1,881/mo
Downside budget
⚠ $97 is $20 below CC-SS $117.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,493
… as % of IC ($13,520)70.2%
… as % of ML ($28,520)33.3%
Recovery months (at normal income)2.4 mo
Surgical close (5 ct)$-13,962
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.04 collected) or spot ≥ $98.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $97)); NOT the premium you collected. Momentum override: two daily closes above $101.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $96.03Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$96-98.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $98.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$97.00 (≤1σ, normal week)$520$-10,289+$3,634+$440
+2.5%$99.42 (1.3σ)$-692$-10,257+$3,665-$772
+5%$101.85 (1.7σ)$-1,905$-10,226+$3,697-$1,985
SS (= V-bounce)$114.54 (3.8σ)$-8,250$-10,061+$3,862-$6,060
V-BOUNCE STRESS (stock → CC-SS $117.03, where you are whole again, by expiry)
Starting unrealized P&L: $-13,922
+ Fortress recovery (un-capped): +$13,387
− CC assignment net of premium (5 × $97): -$9,493
Total Position P&L @ SS: $-10,028 (+$3,894 vs today)
Do-nothing baseline at SS: $-3,968 (this trade vs do-nothing: $-6,060, the opportunity cost of earning $2,229/mo FIGHT income now)
BB-reversion stress (→ $106.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,170, position total $-10,167 (+$3,756 vs today)
100% normal5 × $9424 Jul7d3.4%70%62%+18pp$925$3,964+$1,736$10,588
Sell 5 × $94 3.4% OTM over spot $90.93 24 Jul 2026 (7d, $1.99 mid)
= $925 credit for the 7d cycle → $3,964/mo projected
Survival (stays ≤ $94)
70%
Breach risk
30%
POP (stays ≤ $95.98)
79%
EV / mo
+$1,881
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+18pp
60% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~4.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,194/mo
median; plan ~$812/mo after 68% keep · $6,874 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.6-4.5], measured ONLY among the 60% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
47%
Flat exit net (mid-life)
-$435
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$106 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.85/sh now → $2.72 mid-life (likely $3.25–$4.72)≈ $0 at expiry  |  you banked $1.85/sh, so a flat mid-life exit nets -$0.87/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,413 simulated challenges: the $94 strike is typically first touched on day 3 of 7, at $95 (overshoots $1.43). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9431 Jul 202610d left+$0.73/sh+$366
cycle +$1,291
[+$4…+$300] · 76% credit
67%
surv 52%
-$11,057 NOT
cap gain +$2,866
Reliable up-and-out (highest cap still free ≥60%)~$9714 Aug 202624d left+$0.83/sh+$417
cycle +$1,342
[-$45…+$336] · 69% credit
73%
surv 62%
-$9,430 NOT
cap gain +$4,492
Up-and-out for even (raise the cap, free)~$9531 Jul 202610d left+$0.20/sh+$100
cycle +$1,025
[-$308…+$21] · 27% credit
69%
surv 57%
-$10,773 NOT
cap gain +$3,149
Max even-money escape in the band~$9914 Aug 202624d left+$0.01/sh+$6
cycle +$931
[-$527…-$99] · 18% credit
76%
surv 68%
-$8,815 NOT
cap gain +$5,107
SS $115 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1067 Aug 202618d left-$1.80/sh-$899
cycle +$26
[-$1,630…-$1,084]
88%
surv 86%
-$6,130 NOT
cap gain +$7,793
budget: banked $925 debit $899 (97% used ≈ 1.0 wk of income) → whole cycle still +$26 cash · rolled 5 ct earn ≈ $768/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,964/mo
vs 50% target ($1,982/mo)+100%
vs normal income ($3,964/mo)100% covered
Net income (after hedge)$3,617/mo
Downside budget
⚠ $94 is $23 below CC-SS $117.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,588
… as % of IC ($13,520)78.3%
… as % of ML ($28,520)37.1%
Recovery months (at normal income)2.7 mo
Surgical close (5 ct)$-13,990
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.46/sh (~25% of the $1.85 collected) or spot ≥ $95.98 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $94)); NOT the premium you collected. Momentum override: two daily closes above $101.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $93.06Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$93-95.98
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $95.98
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$94.00 (≤1σ, normal week)$925$-11,423+$2,500+$845
+2.5%$96.35 (≤1σ, normal week)$-250$-11,392+$2,530-$330
+5%$98.70 (1.2σ)$-1,425$-11,361+$2,561-$1,505
SS (= V-bounce)$114.54 (3.8σ)$-9,345$-11,156+$2,767-$7,155
V-BOUNCE STRESS (stock → CC-SS $117.03, where you are whole again, by expiry)
Starting unrealized P&L: $-13,922
+ Fortress recovery (un-capped): +$13,387
− CC assignment net of premium (5 × $94): -$10,588
Total Position P&L @ SS: $-11,123 (+$2,799 vs today)
Do-nothing baseline at SS: $-3,968 (this trade vs do-nothing: $-7,155, the opportunity cost of earning $3,964/mo FIGHT income now)
BB-reversion stress (→ $106.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,265, position total $-11,262 (+$2,661 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on NEM are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (24 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 24 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.026 (IBKR)  |  Recovery@SS: +$13,387 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,968

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$977d24 Jul 2026$1.045/5$2,229$1,88183%87%+$1,413-$9,49370.2%$-10,028 (vs do-nothing $-6,060)
$967d24 Jul 2026$1.234/5$2,109$1,79579%85%+$1,200-$7,91858.6%$-9,140 (vs do-nothing $-5,172)
$957d24 Jul 2026$1.514/5$2,589$2,27575%82%+$1,346-$8,20660.7%$-9,428 (vs do-nothing $-5,460)
$947d24 Jul 2026$1.853/5$2,379$2,10070%79%+$1,129-$6,35347.0%$-8,261 (vs do-nothing $-4,293)
$9514d31 Jul 2026$2.075/5$2,218$1,87068%76%+$494-$9,97873.8%$-10,513 (vs do-nothing $-6,545)
$9521d7 Aug 2026$2.795/5$1,993$1,64566%75%+$502-$9,61871.1%$-10,153 (vs do-nothing $-6,185)
$9414d31 Jul 2026$2.534/5$2,169$1,85565%74%+$519-$8,19860.6%$-9,420 (vs do-nothing $-5,452)
$937d24 Jul 2026$2.183/5$2,803$2,52464%77%+$1,157-$6,55448.5%$-8,462 (vs do-nothing $-4,494)
$9421d7 Aug 2026$3.055/5$2,179$1,83163%74%+$451-$9,98873.9%$-10,523 (vs do-nothing $-6,555)
$9314d31 Jul 2026$2.984/5$2,554$2,24161%72%+$595-$8,41862.3%$-9,640 (vs do-nothing $-5,672)
$9321d7 Aug 2026$3.504/5$2,000$1,68760%72%+$405-$8,21060.7%$-9,432 (vs do-nothing $-5,464)
$9328d14 Aug 2026$4.005/5$2,143$1,79559%71%+$460-$10,01374.1%$-10,548 (vs do-nothing $-6,580)
$927d24 Jul 2026$2.582/5$2,211$1,96758%74%+$793-$4,48933.2%$-7,084 (vs do-nothing $-3,116)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$9214d31 Jul 2026$3.203/5$2,057$1,77857%70%+$323-$6,54848.4%$-8,456 (vs do-nothing $-4,488)
$9221d7 Aug 2026$3.954/5$2,257$1,94456%70%+$425-$8,43062.4%$-9,652 (vs do-nothing $-5,684)
$9228d14 Aug 2026$4.355/5$2,330$1,98356%70%+$422-$10,33876.5%$-10,873 (vs do-nothing $-6,905)
$9128d14 Aug 2026$4.904/5$2,100$1,78753%68%+$375-$8,45062.5%$-9,672 (vs do-nothing $-5,704)
$9121d7 Aug 2026$4.204/5$2,400$2,08753%68%+$305-$8,73064.6%$-9,952 (vs do-nothing $-5,984)
$9114d31 Jul 2026$3.703/5$2,379$2,10052%68%+$348-$6,69849.5%$-8,606 (vs do-nothing $-4,638)
$917d24 Jul 2026$3.052/5$2,614$2,37052%71%+$814-$4,59534.0%$-7,190 (vs do-nothing $-3,222)
$9028d14 Aug 2026$5.254/5$2,250$1,93750%67%+$308-$8,71064.4%$-9,932 (vs do-nothing $-5,964)
$9021d7 Aug 2026$4.803/5$2,057$1,77849%67%+$269-$6,66849.3%$-8,576 (vs do-nothing $-4,608)
$9014d31 Jul 2026$4.203/5$2,700$2,42148%66%+$339-$6,84850.6%$-8,756 (vs do-nothing $-4,788)
$907d24 Jul 2026$3.602/5$3,086$2,84145%69%+$839-$4,68534.7%$-7,280 (vs do-nothing $-3,312)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 5 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-17 03:39